The risk model changes implied position in the SP500 index futures on market close, 9 January 2023, from -0.5 to 0.0.
Implied risk positions are from then on:
US (SP500): 0.0
EU (Estoxx50): -1.0
Japan (Nikkei225): -0.5
Fixed Income (US 10y TN): +1.0

